+253.1%
ROKU vs GLDM
+242.2%
+10.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -0.1% | +0.7% | -0.9% | -0.3% |
| 30D | +1.5% | +0.3% | +1.1% | +1.2% |
| 3M | +25.7% | +0.7% | +25.0% | +25.2% |
| 6M | +54.5% | -15.4% | +69.9% | +61.7% |
| YTD | +43.2% | +1.0% | +42.2% | +43.0% |
| 1Y | +56.3% | +19.7% | +36.5% | +48.8% |
| 3Y | +86.1% | +126.5% | -40.4% | +39.9% |
| 5Y | -53.6% | +142.5% | -196.1% | -66.8% |
| All | +253.1% | +242.2% | +10.9% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling